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My experience is that 100 is minimal.....300+ trades is better.
> -----Original Message-----
> From: Brian [mailto:bnm03@xxxxxxx]
> Sent: Friday, July 14, 2000 11:21 PM
> To: List, Omega
> Subject: RE: A question about system design.
>
>
> The magical number of 30 comes from sadistics (statistics) where 30 is
> considered a minimum sample size for any valid (statistical)
> analysis. You
> really should try to acquire at least 30 trades. I've seen systems that
> backtest great across 10-15 trades but then quickly fall apart in
> real time.
>
> > -----Original Message-----
> > From: Ross S Bond [mailto:ross.bond@xxxxxxxxxxxxx]
> > Sent: Friday, July 14, 2000 6:54 PM
> > To: VBatla@xxxxxxx; omega-list@xxxxxxxxxx
> > Subject: Re: A question about system design.
> >
> >
> > From my reading to date 30 to 40 trades over the portfolio is considered
> > statistically relevant.
> >
> > Ross
> > ----- Original Message -----
> > From: <VBatla@xxxxxxx>
> > To: <omega-list@xxxxxxxxxx>
> > Sent: Saturday, July 15, 2000 6:30 AM
> > Subject: A question about system design.
> >
> >
> > > In testing a system I understand that you need at least 30 - 40 trades
> > before
> > > you can accurately evaluate it.
> > >
> > > What if you have a system that only trades 10 - 15 times over
> a 15 year
> > > period? The one I'm testing holds close to that frequency over
> > 38 markets
> > > that I tested it on. About 75% of those markets show a profit. The
> > question
> > > is: should the system make 30 - 40 trades per market or per portfolio
> > before
> > > it can be taken seriously?
> > > [Of course all of the parameters are the same for
> each market.]
> > >
> > > Thanks in advance for any opinion,
> > >
> > > Vince
> > >
> >
> >
>
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